The board
- Where
- New York, New York, United States
- Posted
- Jan 13
We are seeking an exceptionally talented individual to join our risk team to be a key member focused on risk modeling and monitoring in support of senior leadership in making capital allocation and firm risk management decisions. A successful candidate will help to build and maintain analytical framework used to gain insights into risk drivers of our portfolios, as well as communicate those insights to senior management.
The Risk Associate will be responsible for understanding our trading strategies and making sure that the risk inherent in those strategies is captured correctly in our risk models. To accomplish this goal, you will work with Technology, external vendors, COO teams, strategy quants and strategy risk coverage teams to prioritize work needed to correctly capture risk at the enterprise level.
What you'd do
- Experience with market standard models for pricing rates and FX derivatives
- 5-10 years of experience working in quantitative trading or risk
- A strong track record of working independently to solve business problems
- The ability to simplify and present complex topics and influence decision outcomes
- Passion for learning and discovering new ideas in quantitative finance
- Proficiency with procedural programming skills (Python)
- Strong mathematical and statistical modeling (knowledge of matrix algebra and linear analysis)
- Comfort with analysis of large datasets, high-level attention to detail
- A personal GitHub page highlighting some of your personal projects
- Knowledge of Hedge Fund rates & FX derivative trading strategies
About Schonfeld · Enterprise Risk
Schonfeld is a global multi-manager hedge fund that strives to deliver industry-leading risk-adjusted returns for our investors. We leverage both internal and external portfolio manager teams around the world, seeking to capitalize on inefficiencies and opportunities within the markets. We draw from decades of experience and a significant investment in proprietary technology, infrastructure and risk analytics to invest across four main strategies: Quant, Tactical, Fundamental Equity and Discreti…